Statistical analysis of periodic autoregression
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Publication:3323074
DOI10.21136/am.1983.104048zbMath0537.62073MaRDI QIDQ3323074
Publication date: 1983
Full work available at URL: https://eudml.org/doc/15316
innovation process; real data; periodic autoregression; changing variances; simulated series; vague prior density
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62F15: Bayesian inference
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Cites Work
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